FAA AIM 5-4-6
e. The following applies to aircraft on radar vectors and/or cleared “direct to” in conjunction with an approach clearance:
1. Maintain the last altitude assigned by ATC until the aircraft is established on a published segment of a transition route, or approach procedure segment, or other published route, for which a lower altitude is published on the chart. If already on an established route, or approach or arrival segment, you may descend to whatever minimum altitude is listed for that route or segment.
2. Continue on the vector heading until intercepting the next published ground track applicable to the approach clearance.
3. Once reaching the final approach fix via the published segments, the pilot may continue on approach to a landing.